+351.3%
DAL vs AA
-28.7%
+380.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -13.9% | +5.0% | -18.9% | -15.9% |
| 3M | +1.1% | -35.8% | +36.9% | +16.5% |
| 6M | +26.2% | -18.4% | +44.6% | +30.9% |
| YTD | +16.4% | -5.5% | +21.9% | +13.3% |
| 1Y | +33.9% | +61.0% | -27.1% | +5.7% |
| 3Y | +93.4% | +66.2% | +27.2% | +41.8% |
| 5Y | +106.4% | +11.4% | +95.0% | +55.3% |
| 10Y | +143.0% | +116.9% | +26.1% | +11.5% |
| All | +351.3% | -28.7% | +380.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling